Statistical Learning
Regression Trees for Cumulative Incidence Functions
Cho, Youngjoo, Molinaro, Annette M., Hu, Chen, Strawderman, Robert L.
A subject being followed over time may experience several types of events related, for example, to disease morbidity and mortality. For example, in a Phase III trial of concomitant versus sequential chemotherapy and thoracic radiotherapy for patients with inoperable non-small cell lung cancer (NSCLC) conducted by the Radiation Therapy Oncology Group (RTOG), patients were followed up to 5 years, the occurrence of either disease progression or death being of particular interest. Such "competing risks" data are commonly encountered in cancer and other biomedical followup studies, in addition to the potential complication of right-censoring on the event time(s) of interest. Two quantities are often used when analyzing competing risks data: the cause-specific hazard function (CSH) and the cumulative incidence function (CIF). For a given event, the former describes the instantaneous risk of this event at time t, given that no events have yet occurred; the latter describes the probability of occurrence, or absolute risk, of that event across time and can be derived directly from the subdistribution hazard function (Fine and Gray, 1999).
A partition-based similarity for classification distributions
Helm, Hayden S., Mehta, Ronak D., Duderstadt, Brandon, Yang, Weiwei, White, Christoper M., Geisa, Ali, Vogelstein, Joshua T., Priebe, Carey E.
Herein we define a measure of similarity between classification distributions that is both principled from the perspective of statistical pattern recognition and useful from the perspective of machine learning practitioners. In particular, we propose a novel similarity on classification distributions, dubbed task similarity, that quantifies how an optimally-transformed optimal representation for a source distribution performs when applied to inference related to a target distribution. The definition of task similarity allows for natural definitions of adversarial and orthogonal distributions. We highlight limiting properties of representations induced by (universally) consistent decision rules and demonstrate in simulation that an empirical estimate of task similarity is a function of the decision rule deployed for inference. We demonstrate that for a given target distribution, both transfer efficiency and semantic similarity of candidate source distributions correlate with empirical task similarity.
Implicit bias of gradient-descent: fast convergence rate
We consider gradient-flow (GF) and gradient-descent (GD) on linear classification problems in possibly infinite-dimensional and non-hilbertian Banach spaces. For exponential-tailed loss functions, including the usual exponential and logistic loss functions, we establish $\mathcal O (\log (n)/ t)$ convergence rate for the bias in case of GF, and $\widetilde{\mathcal O}(\log (n)/\sqrt{t})$ in case of GD. This is a net improvement on best known rates, namely $\mathcal O(\log (n) / \log (t))$. See Ji and Telgarsky (2019), for example. Upto logarithmic factors, our GD rate matches the very recent parallel work from Ji and Telgarsky (2020) which uses an agressive stepsize schedule. Finally, using the aggressive stepsize schedule proposed py Ji and Telgarsky (2020), we are able to obtain a convergence rate of $\mathcal O(\log (n)/t)$ for the bias. Our methods of analysis are quite general and radically different from the usual techniques used in the literature: we use nonlinear error analysis for convex functions, in the spirit of Kurdyka-\L{}ojasiewicz theory. One major advantage of our method is that it allows us to convert any convergence rate for the margin, to a convergence rate on the bias, which is at least as good as the former. We believe our work will provide an alternative approach for analyzing the implicit bias of gradient-flow / gradient-descent in very general settings.
Kernel k-Means, By All Means: Algorithms and Strong Consistency
Paul, Debolina, Chakraborty, Saptarshi, Das, Swagatam, Xu, Jason
Kernel $k$-means clustering is a powerful tool for unsupervised learning of non-linearly separable data. Since the earliest attempts, researchers have noted that such algorithms often become trapped by local minima arising from non-convexity of the underlying objective function. In this paper, we generalize recent results leveraging a general family of means to combat sub-optimal local solutions to the kernel and multi-kernel settings. Called Kernel Power $k$-Means, our algorithm makes use of majorization-minimization (MM) to better solve this non-convex problem. We show the method implicitly performs annealing in kernel feature space while retaining efficient, closed-form updates, and we rigorously characterize its convergence properties both from computational and statistical points of view. In particular, we characterize the large sample behavior of the proposed method by establishing strong consistency guarantees. Its merits are thoroughly validated on a suite of simulated datasets and real data benchmarks that feature non-linear and multi-view separation.
An improved spectral clustering method for community detection under the degree-corrected stochastic blockmodel
To solve the community detection problem, substantial approaches, such as Snijders and Nowicki (1997); Nowicki and Snijders (2001); Daudin et al. (2008); Bickel and Chen (2009); Rohe et al. (2011); Amini et al. (2013), are designed based on the standard framework, the stochastic block model (SBM) (Holland et al. (1983)), since it is mathematically simple and relatively easy to analyze (Bickel and Chen (2009)). However, the assumptions of SBM are too restrictive to implement in real networks. It is assumed that the distribution of degrees within the community is Poisson, that is, the nodes within each community have the same expected degrees. Unfortunately, in many natural networks, the degrees follow approximately a power-law distribution (Kolaczyk (2009); Goldenberg et al. (2010); Jin(2015)). The corrected-degree stochastic block model (DCSBM) (Karrer and Newman (2011)) is developed based on the power-law distribution which allows the degree of nodes varies among different communities.
Coded Computing for Low-Latency Federated Learning over Wireless Edge Networks
Prakash, Saurav, Dhakal, Sagar, Akdeniz, Mustafa, Yona, Yair, Talwar, Shilpa, Avestimehr, Salman, Himayat, Nageen
Federated learning enables training a global model from data located at the client nodes, without data sharing and moving client data to a centralized server. Performance of federated learning in a multi-access edge computing (MEC) network suffers from slow convergence due to heterogeneity and stochastic fluctuations in compute power and communication link qualities across clients. We propose a novel coded computing framework, CodedFedL, that injects structured coding redundancy into federated learning for mitigating stragglers and speeding up the training procedure. CodedFedL enables coded computing for non-linear federated learning by efficiently exploiting distributed kernel embedding via random Fourier features that transforms the training task into computationally favourable distributed linear regression. Furthermore, clients generate local parity datasets by coding over their local datasets, while the server combines them to obtain the global parity dataset. Gradient from the global parity dataset compensates for straggling gradients during training, and thereby speeds up convergence. For minimizing the epoch deadline time at the MEC server, we provide a tractable approach for finding the amount of coding redundancy and the number of local data points that a client processes during training, by exploiting the statistical properties of compute as well as communication delays. We also characterize the leakage in data privacy when clients share their local parity datasets with the server. We analyze the convergence rate and iteration complexity of CodedFedL under simplifying assumptions, by treating CodedFedL as a stochastic gradient descent algorithm. Furthermore, we conduct numerical experiments using practical network parameters and benchmark datasets, where CodedFedL speeds up the overall training time by up to $15\times$ in comparison to the benchmark schemes.
Learning the electronic density of states in condensed matter
Mahmoud, Chiheb Ben, Anelli, Andrea, Csányi, Gábor, Ceriotti, Michele
The electronic density of states (DOS) quantifies the distribution of the energy levels that can be occupied by electrons in a quasiparticle picture, and is central to modern electronic structure theory. It also underpins the computation and interpretation of experimentally observable material properties such as optical absorption and electrical conductivity. We discuss the challenges inherent in the construction of a machine-learning (ML) framework aimed at predicting the DOS as a combination of local contributions that depend in turn on the geometric configuration of neighbours around each atom, using quasiparticle energy levels from density functional theory as training data. We present a challenging case study that includes configurations of silicon spanning a broad set of thermodynamic conditions, ranging from bulk structures to clusters, and from semiconducting to metallic behavior. We compare different approaches to represent the DOS, and the accuracy of predicting quantities such as the Fermi level, the DOS at the Fermi level, or the band energy, either directly or as a side-product of the evaluation of the DOS. The performance of the model depends crucially on the smoothening of the DOS, and there is a tradeoff to be made between the systematic error associated with the smoothening and the error in the ML model for a specific structure. We demonstrate the usefulness of this approach by computing the density of states of a large amorphous silicon sample, for which it would be prohibitively expensive to compute the DOS by direct electronic structure calculations, and show how the atom-centred decomposition of the DOS that is obtained through our model can be used to extract physical insights into the connections between structural and electronic features.
Steady State Analysis of Episodic Reinforcement Learning
This paper proves that the episodic learning environment of every finite-horizon decision task has a unique steady state under any behavior policy, and that the marginal distribution of the agent's input indeed approaches to the steady-state distribution in essentially all episodic learning processes. This observation supports an interestingly reversed mindset against conventional wisdom: While steady states are usually presumed to exist in continual learning and are considered less relevant in episodic learning, it turns out they are guaranteed to exist for the latter. Based on this insight, the paper further develops connections between episodic and continual RL for several important concepts that have been separately treated in the two RL formalisms. Practically, the existence of unique and approachable steady state enables a general, reliable, and efficient way to collect data in episodic RL tasks, which the paper applies to policy gradient algorithms as a demonstration, based on a new steady-state policy gradient theorem. The paper also proposes and empirically evaluates a perturbation method that facilitates rapid mixing in real-world tasks.
Dependency-based Anomaly Detection: Framework, Methods and Benchmark
Lu, Sha, Liu, Lin, Li, Jiuyong, Le, Thuc Duy, Liu, Jixue
Anomaly detection is an important research problem because anomalies often contain critical insights for understanding the unusual behavior in data. One type of anomaly detection approach is dependency-based, which identifies anomalies by examining the violations of the normal dependency among variables. These methods can discover subtle and meaningful anomalies with better interpretation. Existing dependency-based methods adopt different implementations and show different strengths and weaknesses. However, the theoretical fundamentals and the general process behind them have not been well studied. This paper proposes a general framework, DepAD, to provide a unified process for dependency-based anomaly detection. DepAD decomposes unsupervised anomaly detection tasks into feature selection and prediction problems. Utilizing off-the-shelf techniques, the DepAD framework can have various instantiations to suit different application domains. Comprehensive experiments have been conducted over one hundred instantiated DepAD methods with 32 real-world datasets to evaluate the performance of representative techniques in DepAD. To show the effectiveness of DepAD, we compare two DepAD methods with nine state-of-the-art anomaly detection methods, and the results show that DepAD methods outperform comparison methods in most cases. Through the DepAD framework, this paper gives guidance and inspiration for future research of dependency-based anomaly detection and provides a benchmark for its evaluation.
Fairness and Robustness in Invariant Learning: A Case Study in Toxicity Classification
Adragna, Robert, Creager, Elliot, Madras, David, Zemel, Richard
Robustness is of central importance in machine learning and has given rise to the fields of domain generalization and invariant learning, which are concerned with improving performance on a test distribution distinct from but related to the training distribution. In light of recent work suggesting an intimate connection between fairness and robustness, we investigate whether algorithms from robust ML can be used to improve the fairness of classifiers that are trained on biased data and tested on unbiased data. We apply Invariant Risk Minimization (IRM), a domain generalization algorithm that employs a causal discovery inspired method to find robust predictors, to the task of fairly predicting the toxicity of internet comments. We show that IRM achieves better out-of-distribution accuracy and fairness than Empirical Risk Minimization (ERM) methods, and analyze both the difficulties that arise when applying IRM in practice and the conditions under which IRM will likely be effective in this scenario. We hope that this work will inspire further studies of how robust machine learning methods relate to algorithmic fairness.